Make the rissóis pastry

Cup of Yum
1. In a 2-quart saucepan over medium-high heat, warm the milk, butter, and salt until bubbles begin to form at the edge of the pan. Do not let the milk boil.
2. Reduce the heat to medium-low. Using a wooden spoon, vigorously stir the flour into the milk. Keep stirring over medium-low heat until the mixture forms a dough. When the dough forms a ball that pulls away from the sides of the pan, remove the pan from the stove.
3. Turn the dough out onto a lightly floured surface. Using a dough scraper or wooden spoon, turn the warm dough to sorta briefly knead it until smooth and the dough springs back slightly when pressed with your finger. Be careful not to overwork the dough.
4. Divide the dough in half and shape it into 2 balls. Cover each with an upside-down bowl. Let cool to nearly room temperature, about 1 1/2 hours.

Make the rissóis filling

1. In a 1-quart saucepan over medium-high heat, melt the butter. Add the onion and cook, stirring occasionally, until lightly golden, about 10 minutes. You can turn the heat down a touch if the onions start to brown.
2. Reduce the heat to medium-low, pour in the milk, and heat until bubbles begin to form at the edge of the pan. Do not let the milk boil. Remove the pan from the heat.
3. Stir in the cilantro or parsley, hot pepper sauce, salt, pepper, and nutmeg.
4. In a small bowl, stir together the cornstarch or flour with the water to form a slurry. Stir the slurry into the milk and simmer over medium-low heat, stirring constantly, until it thickens, 2 to 4 minutes. (Don't overcook it or the cornstarch will break down and the mixture will lose its thickening abilities.)
5. Stir the chopped shrimp into the milk mixture in the pan and leave on the heat just until warmed through, about 1 minute. Remove the pan from the heat. Let cool completely.

Assemble and fry the rissóis

1. Take half the dough and roll it on a lightly floured surface to 1/8 inch thickness. Using a round cookie or biscuit cutter that's 3 1/2 to 4 inches in diameter (smaller if making appetizers for a party), cut out disks of dough.
2. Place 1 teaspoon of filling in the middle of a circle. Fold the dough over to form a half circle, pressing the edges together. Place the filled dough on a baking sheet lined with plastic wrap. Repeat until all the filling is used. (The rissóis can be made ahead and frozen before frying. When you have unexpected guests, just take as many as you need from the freezer, thaw them, and proceed to batter and fry them. See * below for more instruction.)☞ TESTER TIP: If, when pressing the edges of the dough together, they don't stick, moisten your fingertips with water and slide them along the edge of the dough and try again.
3. Working with 1 filled turnover at a time, dip it in the beaten egg, turning to coat all sides, and then quickly dip it in the bread crumbs, turning to coat it and gently shaking off any excess crumbs. Repeat with the remaining turnovers.
4. Heat 2 or 3 inches of oil in a deep skillet over medium-high heat to a temperature of 350°F (175°C) or until small piece of pastry sizzles as soon as you slip it in the oil. Fry the rissóis, 2 or 3 at a time, until golden brown.
5. Place the fried turnovers on paper towels or a brown paper bag to drain. Repeat with the remaining turnovers.
6. Serve your shrimp turnovers hot or at room temperature.